Couple points to make. JBookTrader does not track positions in your account, rather, it tracks orders that it-itself placed while its instance has been running. It assumes at startup that anything in your IB account is to be ignored - because it never looks at your portfolio. If you go long 1 contract in strategy A, it makes an order for 1 contract and waits for a response, then for that strategy it says you have 1 contract. If strategy B wants to go short, strategy B places a sell order, and once the order response is received it assumes it is short 1 contract. To JBT, strategy A is long 1, strategy B is short 1, and IB just says you have zero contracts (plus any others that were in your account before the program started).
I think one thing you might be getting at is money management. You have to make sure that you have enough cash/margin in your account for each strategy to be going long/short its maximum amount. If you have 3 strategies running, and $30,000 available buying power, you need to make sure strategy A only sets a position for $10,000, strategy B only sets a postion for $10,000, and strategy C the same (or whatever ratio you prefer). This all, of course, only applies to strategies that are trading. Any kind of testing or optimization does not produce orders so you can do whatever you want with those. This should be obvious, but there it is. On Wed, Aug 5, 2009 at 6:47 PM, JBTrader <[email protected]> wrote: > > Also, Higher frequency strategies will always "dominate" lowe > frequency strategies... > it might be very tricky to run multiple strategies at a time? > > What's your expirience? Are you runing many strategies at a time? > > Thanks > > On Aug 6, 2:39 am, JBTrader <[email protected]> wrote: > > Hmmm... so in case they all agree to be long, it is probably OK to be > > long... > > so you are not concerned about their interference? > > > > right? > > > > On Aug 6, 2:34 am, Eugene Kononov <[email protected]> wrote: > > > > > > But... they will interfere... they are not aware of each other > > > > positions? > > > > > > For example strategy A goes short > > > > In the meantime B goes long .... (position is zero) > > > > Now A makes decision to go long (buys 2 contracts) > > > > Now C makes decision to go Long as well and we have 3 contracts > > > > > > Is my understanding OK? > > > > > No, the running strategies are not "aware" of the other strategies or > their > > > positions, they all run independently. Yes, in the scenario that you've > > > described above, you would be 3 contracts long. > > > --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
